ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 123-130 123-190 0-060 0.2% 123-130
High 123-290 124-010 0-040 0.1% 124-300
Low 123-040 123-120 0-080 0.2% 123-040
Close 123-210 123-300 0-090 0.2% 123-210
Range 0-250 0-210 -0-040 -16.0% 1-260
ATR 0-272 0-268 -0-004 -1.6% 0-000
Volume 691,164 364,087 -327,077 -47.3% 1,308,824
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 125-240 125-160 124-096
R3 125-030 124-270 124-038
R2 124-140 124-140 124-018
R1 124-060 124-060 123-319 124-100
PP 123-250 123-250 123-250 123-270
S1 123-170 123-170 123-281 123-210
S2 123-040 123-040 123-262
S3 122-150 122-280 123-242
S4 121-260 122-070 123-184
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 129-110 128-100 124-209
R3 127-170 126-160 124-050
R2 125-230 125-230 123-316
R1 124-220 124-220 123-263 125-065
PP 123-290 123-290 123-290 124-052
S1 122-280 122-280 123-157 123-125
S2 122-030 122-030 123-104
S3 120-090 121-020 123-050
S4 118-150 119-080 122-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-300 123-040 1-260 1.5% 0-300 0.8% 45% False False 334,582
10 124-310 123-020 1-290 1.5% 0-286 0.7% 46% False False 181,599
20 127-080 123-020 4-060 3.4% 0-284 0.7% 21% False False 96,075
40 127-080 123-020 4-060 3.4% 0-228 0.6% 21% False False 49,064
60 127-080 122-100 4-300 4.0% 0-199 0.5% 33% False False 32,756
80 127-080 122-100 4-300 4.0% 0-152 0.4% 33% False False 24,567
100 127-080 119-060 8-020 6.5% 0-125 0.3% 59% False False 19,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-262
2.618 125-240
1.618 125-030
1.000 124-220
0.618 124-140
HIGH 124-010
0.618 123-250
0.500 123-225
0.382 123-200
LOW 123-120
0.618 122-310
1.000 122-230
1.618 122-100
2.618 121-210
4.250 120-188
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 123-275 123-293
PP 123-250 123-287
S1 123-225 123-280

These figures are updated between 7pm and 10pm EST after a trading day.

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